Supporting the full spectrum of structured finance data, analytics, and cashflow products for the structured markets

Supporting the full spectrum of structured

finance data, analytics, and cashflow

products for the structured markets

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By Role
By Business Line
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Solutions by Role

Moody's Analytics provides structured finance market participants with integrated solutions and market insight through research, data, and analytics.

Asset Manager
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Banking
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Trader
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Investor
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Research Analyst
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Solutions by Business Line

Moody's research, data, and analytics provide solutions for a comprehensive and in-depth view of the market.

Risk Management
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Regulatory
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Portfolio Management
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Pricing Services
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Other Services

Our solutions include a combination of state-of-the-art comparative analytics, global coverage, and a sophisticated cash flow engine to assist market participants in making informed decisions.

Advisory Services
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Insights & Research

case study

ABS Suite increases Operational Efficiency by over 30% resulting in significant cost savings

We helped this credit card issuer with 17 series across 2 master trusts address their business challenges.

Read the story
Articles
Introducing the Auto ABS Performance Tracker for Australian Transactions

The Australian Securitisation Forum has released an Auto ABS (asset-backed securities) Performance Tracker designed specifically for Australian transactions. Developed by Moody’s, the tracker leverages data analysis to provide insight into the credit performance of ABS in the Australian market where the collateral is passenger and light commercial vehicles.

March 21, 2024
Articles
Moody's European CLO Conference 2024

Our inaugural European CLO Conference took place on 1 February 2024, in London, bringing together over 100 industry professionals. Arrangers, collateral managers, and investors gathered for an afternoon of insightful market-focused panels.

February 12, 2024
Research Analysis
WeWork CMBS Exposure Update

Given WeWork’s recent financial challenges, we revisited the company’s exposure to current and prior CMBS deals. Since 2013, WeWork has been included as a loan in CMBS deals. Its exposure as a tenant in CMBS deals increased through 2019, then decreased until 2021 which had exposure to WeWork through the $505M SASB deal VASA 2021-VASA.

September 26, 2023
Research Analysis
Analysis of Tranche Maturity calculation methods for the Securitization External Rating Based Approach (SEC-ERBA)

The European Banking Authority (EBA) Guidelines detail the appropriate methods of determination of the regulatory capital pertaining to securitization outlined in the Basel Ill regulation. Among the requirements the setting of regulatory capital floors (RCFs) focuses on tackling systemic liquidity risks through a hierarchy of approaches.

July 11, 2023
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Upcoming Events

16
May
Conference

LSTA DealCatalyst Annual CLO Industry Conference

Moody’s is proud to be a sponsor of the LSTA DealCatalyst Annual CLO Industry Conference. Peter Sallerson will be sharing his insights on ESG scoring for CLOs and comparing CLO managers across 2 sessions. Visit us at the Moody's booth to connect with our team.

Conference
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13
Jun
Conference

AFME & IMN The 27th Annual Global ABS

Moody's is a lead sponsor at this year's Global ABS conference. We will be participating across various panels at the conference, and members of our analytical and sales team will be in attendance. Visit us at the Moody's stand to connect with our team and get your hands on the latest research and insights.

Conference
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Past Events & On-demand Webinars

Conference
SFVegas 2023

Moody's are platinum sponsors at this year's SFVegas conference. We will be participating in a panel at the conference, and members of our analytical and sales team will be in attendance. Visit us at the Moody's stand to connect with our team and get your hands on the latest research and insights.

4 days
February 26, 2023
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Trusted by the industry leaders

Full list of our partners
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Product Updates

Structured Finance Portal
Version
V22.8

New feature highlights:

  • Created a test to set the flag, save and checked in a new session for “Exclude prior to first trustee report (PT)”.
  • Updated “Macro Scenarios “tab to include SOFR factor in Reg Module Custom Scenarios hub.
  • Added MV Metrics and WAL at portfolio level.
  • Added new field index adjustment (bps).
  • Sorted new deals widget by the latest date by default.
  • Added seniority to capital structure and interest balance to notable metrics for CLO deal pages.
  • Fixed Asset level data for collateral information to show up on BWIC page.
  • Applied portfolio cashflow stratifications for property types.
  • Removed Market Value Metrics (Biz Rules) in deal/tranche page.
Read the documentation »
August 26, 2022
Structured Finance API
Version
4.22.8

Highlights

  • Exposed Ameribor indices (AMERIBOR,AMBOR 30D, AMBOR 90D, AMBOR 30DT, and AMBOR_90DT) and BSBY indices (BSBY,BSBY_1MO, BSBY_3MO, BSBY_6MO, and BSBY_12MO) to SF-API.
  • Exposed SOFR SWAP rate and TONA rate to SF-API.
  • Exposed SONIA rate in the CDOnet engine.
  • Upgraded AD&Co integration to support LDM Ver.3.0 new features.
  • Exposed current tranche record date at MOODYS_BOND_INFO::record_date.
  • Enabled Natural Disasters setting in MPA.
  • Added Aggregate Climate Scenario into CMM pre-defined scenarios.
Read the documentation »
August 23, 2022
Structured Finance Portal
Version
V22.7

New feature highlights:

  • Enabled “benchmark” option for floating tranches in price/yield calculation.
  • Added Original and Current Ratings for union of Moody’s/S&P/Fitch ratings to one list in screener/alerts Tranche characteristics.
  • Added S&P and Fitch common industry to Asset-level widget on Deal/ Manager/ Portfolio/ Asset Universe levels.
  • Added various Industry-related fields to Transaction widget on Deal/Manager/Portfolio Levels.
  • Added reported and calculated ABS prepayment speed to enhanced BWIC page and screener page.
Read the documentation »
July 29, 2022
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Try and see how our products offer value to your needs: buy-side, sell-side, risk and regulatory, valuation and advisory

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